octave-antonio: scripts/statistics/base/cov.m annotate

annotate scripts/statistics/base/cov.m @ 19833:9fc020886ae9

maint: Clean up m-files to follow Octave coding conventions. Try to trim long lines to < 80 chars. Use '##' for single line comments. Use '(...)' around tests for if/elseif/switch/while. Abut cell indexing operator '{' next to variable. Abut array indexing operator '(' next to variable. Use space between negation operator '!' and following expression. Use two newlines between endfunction and start of %!test or %!demo code. Remove unnecessary parens grouping between short-circuit operators. Remove stray extra spaces (typos) between variables and assignment operators. Remove stray extra spaces from ends of lines.

author	Rik <rik@octave.org>
date	Mon, 23 Feb 2015 14:54:39 -0800
parents	4197fc428c7d
children

rev	line source
19697 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 18207 diff changeset	1 ## Copyright (C) 1995-2015 Kurt Hornik
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3367 diff changeset	2 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	3 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	4 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	5 ## Octave is free software; you can redistribute it and/or modify it
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	6 ## under the terms of the GNU General Public License as published by
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	7 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	8 ## your option) any later version.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3367 diff changeset	9 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3458 diff changeset	10 ## Octave is distributed in the hope that it will be useful, but
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3367 diff changeset	13 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3367 diff changeset	14 ##
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	15 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	16 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6754 diff changeset	17 ## <http://www.gnu.org/licenses/>.
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	18
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	19 ## -- texinfo --
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	20 ## @deftypefn {Function File} {} cov (@var{x})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	21 ## @deftypefnx {Function File} {} cov (@var{x}, @var{opt})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	22 ## @deftypefnx {Function File} {} cov (@var{x}, @var{y})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	23 ## @deftypefnx {Function File} {} cov (@var{x}, @var{y}, @var{opt})
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	24 ## Compute the covariance matrix.
6754 451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	25 ##
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	26 ## If each row of @var{x} and @var{y} is an observation, and each column is
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	27 ## a variable, then the @w{(@var{i}, @var{j})-th} entry of
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	28 ## @code{cov (@var{x}, @var{y})} is the covariance between the @var{i}-th
6754 451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	29 ## variable in @var{x} and the @var{j}-th variable in @var{y}.
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	30 ## @tex
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	31 ## $$
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	32 ## \sigma_{ij} = {1 \over N-1} \sum_{i=1}^N (x_i - \bar{x})(y_i - \bar{y})
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	33 ## $$
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	34 ## where $\bar{x}$ and $\bar{y}$ are the mean values of $x$ and $y$.
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe] jwe parents: 6046 diff changeset	35 ## @end tex
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	36 ## @ifnottex
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	37 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	38 ## @example
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	39 ## cov (x) = 1/N-1 * SUM_i (x(i) - mean(x)) * (y(i) - mean(y))
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	40 ## @end example
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	41 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	42 ## @end ifnottex
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	43 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	44 ## If called with one argument, compute @code{cov (@var{x}, @var{x})}, the
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	45 ## covariance between the columns of @var{x}.
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	46 ##
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	47 ## The argument @var{opt} determines the type of normalization to use.
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	48 ## Valid values are
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	49 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	50 ## @table @asis
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	51 ## @item 0:
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	52 ## normalize with @math{N-1}, provides the best unbiased estimator of the
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	53 ## covariance [default]
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	54 ##
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	55 ## @item 1:
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	56 ## normalize with @math{N}, this provides the second moment around the mean
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	57 ## @end table
18207 48dafd739840 cov.m: Document intentional Matlab incompatibility (bug #40751). Rik <rik@octave.org> parents: 17744 diff changeset	58 ##
48dafd739840 cov.m: Document intentional Matlab incompatibility (bug #40751). Rik <rik@octave.org> parents: 17744 diff changeset	59 ## @sc{matlab} compatibility: Octave always computes the covariance matrix.
48dafd739840 cov.m: Document intentional Matlab incompatibility (bug #40751). Rik <rik@octave.org> parents: 17744 diff changeset	60 ## For two inputs, however, @sc{matlab} will calculate
48dafd739840 cov.m: Document intentional Matlab incompatibility (bug #40751). Rik <rik@octave.org> parents: 17744 diff changeset	61 ## @code{cov (@var{x}(:), @var{y}(:))} whenever the number of elements in
48dafd739840 cov.m: Document intentional Matlab incompatibility (bug #40751). Rik <rik@octave.org> parents: 17744 diff changeset	62 ## @var{x} and @var{y} are equal. This will result in a scalar rather than
48dafd739840 cov.m: Document intentional Matlab incompatibility (bug #40751). Rik <rik@octave.org> parents: 17744 diff changeset	63 ## a matrix output. Code relying on this odd definition will need to be
48dafd739840 cov.m: Document intentional Matlab incompatibility (bug #40751). Rik <rik@octave.org> parents: 17744 diff changeset	64 ## changed when running in Octave.
12856 cad4cba03f19 Deprecate corrcoef, cor and replace with Matlab equivalent corr Rik <octave@nomad.inbox5.com> parents: 12656 diff changeset	65 ## @seealso{corr}
3367 0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe] jwe parents: 3200 diff changeset	66 ## @end deftypefn
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	67
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5307 diff changeset	68 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	69 ## Description: Compute covariances
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	70
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	71 function c = cov (x, y = [], opt = 0)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	72
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	73 if (nargin < 1 \|\| nargin > 3)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	74 print_usage ();
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	75 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	76
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	77 if ( ! (isnumeric (x) \|\| islogical (x))
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	78 \|\| ! (isnumeric (y) \|\| islogical (y)))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	79 error ("cov: X and Y must be numeric matrices or vectors");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	80 endif
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	81
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	82 if (ndims (x) != 2 \|\| ndims (y) != 2)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	83 error ("cov: X and Y must be 2-D matrices or vectors");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	84 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	85
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	86 if (nargin == 2 && isscalar (y))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	87 opt = y;
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	88 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	89
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	90 if (opt != 0 && opt != 1)
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	91 error ("cov: normalization OPT must be 0 or 1");
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	92 endif
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	93
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	94 ## Special case, scalar has zero covariance
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	95 if (isscalar (x))
14336 34af9f9ff98b Use Octave coding conventions (double-quote " in preference to single quote ') Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	96 if (isa (x, "single"))
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	97 c = single (0);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	98 else
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	99 c = 0;
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	100 endif
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	101 return;
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	102 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	103
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	104 if (isrow (x))
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	105 x = x.';
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	106 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	107 n = rows (x);
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	108
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	109 if (nargin == 1 \|\| isscalar (y))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	110 x = center (x, 1);
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	111 c = conj (x' * x / (n - 1 + opt));
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	112 else
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	113 if (isrow (y))
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	114 y = y.';
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	115 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	116 if (rows (y) != n)
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	117 error ("cov: X and Y must have the same number of observations");
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	118 endif
8977 f464119ec165 further simplify some stats funcs Jaroslav Hajek <highegg@gmail.com> parents: 8920 diff changeset	119 x = center (x, 1);
f464119ec165 further simplify some stats funcs Jaroslav Hajek <highegg@gmail.com> parents: 8920 diff changeset	120 y = center (y, 1);
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	121 c = conj (x' * y / (n - 1 + opt));
3200 781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	122 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	123
781c930425fd [project @ 1998-10-29 05:23:08 by jwe] jwe parents: diff changeset	124 endfunction
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	125
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	126
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	127 %!test
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	128 %! x = rand (10);
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	129 %! cx1 = cov (x);
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	130 %! cx2 = cov (x, x);
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	131 %! assert (size (cx1) == [10, 10] && size (cx2) == [10, 10]);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	132 %! assert (cx1, cx2, 1e1*eps);
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	133
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	134 %!test
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	135 %! x = [1:3]';
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	136 %! y = [3:-1:1]';
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	137 %! assert (cov (x, y), -1, 5*eps);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	138 %! assert (cov (x, flipud (y)), 1, 5*eps);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	139 %! assert (cov ([x, y]), [1 -1; -1 1], 5*eps);
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	140
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	141 %!test
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	142 %! x = single ([1:3]');
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	143 %! y = single ([3:-1:1]');
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	144 %! assert (cov (x, y), single (-1), 5*eps);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	145 %! assert (cov (x, flipud (y)), single (1), 5*eps);
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	146 %! assert (cov ([x, y]), single ([1 -1; -1 1]), 5*eps);
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	147
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	148 %!test
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	149 %! x = [1:5];
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	150 %! c = cov (x);
12656 6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	151 %! assert (isscalar (c));
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	152 %! assert (c, 2.5);
6b2f14af2360 Overhaul functions in statistics/base directory. Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	153
14868 5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	154 %!assert (cov (5), 0)
5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	155 %!assert (cov (single (5)), single (0))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	156
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	157 %!test
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	158 %! x = [1:5];
e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	159 %! c = cov (x, 0);
14868 5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	160 %! assert (c, 2.5);
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	161 %! c = cov (x, 1);
14868 5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	162 %! assert (c, 2);
7411 83a8781b529d [project @ 2008-01-22 21:52:25 by jwe] jwe parents: 7017 diff changeset	163
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	164 ## Test input validation
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	165 %!error cov ()
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	166 %!error cov (1, 2, 3, 4)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	167 %!error cov ([1; 2], ["A", "B"])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	168 %!error cov (ones (2,2,2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	169 %!error cov (ones (2,2), ones (2,2,2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	170 %!error cov (1, 3)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14336 diff changeset	171 %!error cov (ones (2,2), ones (3,2))
11436 e151e23f73bc Overhaul base statistics functions and documentation of same. Rik <octave@nomad.inbox5.com> parents: 9245 diff changeset	172

Mercurial > octave-antonio

annotate scripts/statistics/base/cov.m @ 19833:9fc020886ae9